+53.8%
XLF vs FLNC
-70.4%
+124.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -1.5% | -4.1% | +2.6% | -1.3% |
| 30D | -1.2% | -24.8% | +23.6% | +0.1% |
| 3M | +9.2% | -59.1% | +68.3% | +13.5% |
| 6M | +16.3% | -42.0% | +58.3% | +17.0% |
| YTD | +5.4% | -49.8% | +55.2% | +6.0% |
| 1Y | +7.6% | +43.1% | -35.5% | -0.5% |
| 3Y | +74.2% | -61.0% | +135.2% | +66.1% |
| All | +53.8% | -70.4% | +124.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling